The HDR image will be the DNG file, a lot have "-HDR" appended to the filename. If you have your images sorted by file name the HDR image should appear with the other files that were used. If you have your images sorted by "added order" then the HDR image will probably be at the end of the files in the folder. You could go to the library mode and apply a text filter were the file name "contains" HDR, and that would show you the file.

I created HDR photos using Photo Merge but they are not showing up in the library. I've searched my entire catalog for HDR and dng and the filename but they aren't there. Its like they were made but not added to the library. They are in the correct folder on disk and if I try to import them they show up in the import dialog as already in the database. I've done this before with no problems but all the ones I did today don't show up. I've optimized my catalog several time.

I'm using LR CC2015 on a late 2013 iMac with 32 gig of memory. My catalog and files are on an external thunderbolt drive. Any ideas would be appreciated.